• Complex
  • Title
  • Keyword
  • Abstract
  • Scholars
  • Journal
  • ISSN
  • Conference
成果搜索

author:

Wang, Lubing (Wang, Lubing.) [1] | Hu, Jun (Hu, Jun.) [2] | Hu, Yafeng (Hu, Yafeng.) [3]

Indexed by:

Scopus SCIE

Abstract:

The increasing complexity and dynamics of the stock trading market are major challenges for the financial industry and are primary dilemmas for all countries nowadays. In addition, the stock trading market has a considerable impact on the global economy, and its importance is self-evident. To cope with the complexity and dynamics of a stock trading market, this paper applies complex network theory and model to explore the topology of the global stock trading network. First, this paper collects stock trading data from 74 countries from 1999 to 2020. It converts the collected stock trading data of these countries into a complex network using a type of algorithm based on the time series visibility graph (VG) algorithm. Then, the data are analyzed by a complex network model, and six analytical metrics are obtained. Finally, the six metrics are analyzed by the entropy weight method to identify the key nodes in the network and to obtain the ranking of each country's stock trading data. This paper is an effective application of complex network and entropy weight method in stock trend analysis, which mainly includes two contributions. First, the VG algorithm provides a novel research perspective for modeling the global stock trading trend. Second, key nodes in the network are analyzed and identified based on the entropy weight method, and the ranking of key nodes in the stock trading network is obtained, which provides a new method for further research on the stock trading trend, investment portfolio, and stock return forecasting.

Keyword:

complex network entropy weight method Stock trading time series visibility graph

Community:

  • [ 1 ] [Wang, Lubing]Nanjing Univ Aeronaut & Astronaut, Coll Econ & Management, Nanjing 211106, Jiangsu, Peoples R China
  • [ 2 ] [Hu, Jun]Fuzhou Univ, Sch Econ & Management, Fuzhou 350108, Fujian, Peoples R China
  • [ 3 ] [Hu, Yafeng]Financial Affairs Off Ocean Guangxi Zhuang Autonom, Nanning 530507, Guangxi, Peoples R China

Reprint 's Address:

Email:

Show more details

Related Keywords:

Source :

FLUCTUATION AND NOISE LETTERS

ISSN: 0219-4775

Year: 2023

1 . 2

JCR@2023

1 . 2 0 0

JCR@2023

JCR Journal Grade:3

CAS Journal Grade:4

Cited Count:

WoS CC Cited Count: 1

SCOPUS Cited Count: 2

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 1

Online/Total:91/10022205
Address:FZU Library(No.2 Xuyuan Road, Fuzhou, Fujian, PRC Post Code:350116) Contact Us:0591-22865326
Copyright:FZU Library Technical Support:Beijing Aegean Software Co., Ltd. 闽ICP备05005463号-1